+10.5%
SHW vs VTV
+78.5%
-68.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.2% |
| 7D | -4.5% | -2.1% | -2.4% | -2.2% |
| 30D | -12.7% | -1.3% | -11.4% | -11.3% |
| 3M | +4.7% | +5.6% | -0.9% | -1.2% |
| 6M | -3.4% | +12.4% | -15.8% | -14.7% |
| YTD | -1.3% | +17.6% | -19.0% | -17.0% |
| 1Y | -10.4% | +23.5% | -33.8% | -28.4% |
| 3Y | +20.1% | +67.0% | -46.9% | -30.7% |
| 5Y | +10.5% | +80.5% | -70.0% | -40.6% |
| All | +10.5% | +78.5% | -68.0% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling